Check that you turned on synchronization for your calendars. On the home screen, swipe down from the top of the screen. Tap Settings > Accounts. Tap an account. Check that the Sync Calendar switch is set to On.
Check that you added an email account that has an integrated calendar. Some accounts might not include a calendar feature.
You might need to refresh your calendars. In the Calendar app, swipe down from the top of the screen. Tap .